:: Library Catalog

Imagen de Portada

Guardado en:

Detalles Bibliográficos
Autores principales:	Liu, Jinjun, Cheng, Ming-Yen
Formato:	Preprint
Publicado:	2026
Materias:	Mathematical Finance Computational Finance Machine Learning 2020: Primary 90C15, 62M10, Secondary 90C31, 90C59, 68T05, 91G70
Acceso en línea:	https://arxiv.org/abs/2601.04608
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
por: Nendel, Max, et al.
Publicado: (2022)

Machine Learning-Based Model for Postoperative Stroke Prediction in Coronary Artery Disease
por: Pan, Haonan, et al.
Publicado: (2025)

Fitted value iteration methods for bicausal optimal transport
por: Bayraktar, Erhan, et al.
Publicado: (2023)

Developing heuristic solution techniques for large-scale unit commitment models
por: Kempke, Nils-Christian, et al.
Publicado: (2025)

Multi-convex Programming for Discrete Latent Factor Models Prototyping
por: Zhu, Hao, et al.
Publicado: (2025)

Fitting Reinforcement Learning Model to Behavioral Data under Bandits
por: Zhu, Hao, et al.
Publicado: (2025)

Disciplined Biconvex Programming
por: Zhu, Hao, et al.
Publicado: (2025)

Robust Optimal Portfolio in a Mixture Setting with Partial Ambiguity
por: Shyamalkumar, N. D., et al.
Publicado: (2026)

MAD Risk Parity Portfolios
por: Ararat, Çağın, et al.
Publicado: (2021)

Explicit Recursive Construction of Super-Replication Prices under Proportional Transaction Costs
por: Lepinette, Emmanuel, et al.
Publicado: (2025)

Hybrid LLM and Higher-Order Quantum Approximate Optimization for CSA Collateral Management
por: Jin, Tao, et al.
Publicado: (2025)

Distributionally Robust Markov Decision Processes and their Connection to Risk Measures
por: Bäuerle, Nicole, et al.
Publicado: (2020)

Nature-Inspired Algorithms in Optimization: Introduction, Hybridization and Insights
por: Yang, Xin-She
Publicado: (2023)

From Semi-Infinite Constraints to Structured Robust Policies: Optimal Gain Selection for Financial Systems
por: Hsieh, Chung-Han
Publicado: (2022)

Yau's Affine-Normal Descent for Large-Scale Unrestricted Higher-Moment Portfolio Optimization
por: Wang, Ya-Juan, et al.
Publicado: (2026)

Optimal routing and transmission strategies for UAV reconnaissance missions with detection threats
por: Badenbroek, Riley, et al.
Publicado: (2024)

Fix-and-Propagate Heuristics Using Low-Precision First-Order LP Solutions for Large-Scale Mixed-Integer Linear Optimization
por: Kempke, Nils-Christian, et al.
Publicado: (2025)

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management
por: Verma, Ajay Kumar, et al.
Publicado: (2026)

Simulation-Optimization Approaches for the Network Immunization Problem with Quarantining
por: Hoogervorst, Rowan, et al.
Publicado: (2024)

Applying Data Driven Decision Making to rank Vocational and Educational Training Programs with TOPSIS
por: Conejero, J. M., et al.
Publicado: (2024)

On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio
por: Hsieh, Chung-Han, et al.
Publicado: (2024)

Modelling Fire Incidents Response Times in Ålesund
por: Christmas, J., et al.
Publicado: (2024)

Hyper-Adaptive Momentum Dynamics for Native Cubic Portfolio Optimization: Avoiding Quadratization Distortion in Higher-Order Cardinality-Constrained Search
por: Serbarinov, Greg
Publicado: (2026)

Reinforcement Learning Methods for the Stochastic Optimal Control of an Industrial Power-to-Heat System
por: Pilling, Eric, et al.
Publicado: (2024)

Augmentation Algorithms for Integer Programs with Total Variation-like Regularization
por: Yang, Dominic, et al.
Publicado: (2025)

Efficient Data-Driven Leverage Score Sampling Algorithm for the Minimum Volume Covering Ellipsoid Problem in Big Data
por: Harris, Elizabeth, et al.
Publicado: (2024)

Reinforcement Learning for Search Tree Size Minimization in Constraint Programming: New Results on Scheduling Benchmarks
por: Heinz, Vilém, et al.
Publicado: (2025)

A greedy heuristic for graph burning
por: García-Díaz, Jesús, et al.
Publicado: (2024)

Uniform Value and Decidability in Ergodic Blind Stochastic Games
por: Chatterjee, Krishnendu, et al.
Publicado: (2024)

Bayesian Distributionally Robust Merton Problem with Nonlinear Wasserstein Projections
por: Blanchet, Jose, et al.
Publicado: (2025)

Geopolitical and Institutional Constraints on Adaptive Market Efficiency -- A Feasibility Diagnostic for Robust Portfolio Construction
por: Garrone, Roberto
Publicado: (2026)

The Omniscient, yet Lazy, Investor
por: Halkiewicz, Stanisław M. S.
Publicado: (2025)

On Accelerating Large-Scale Robust Portfolio Optimization
por: Hsieh, Chung-Han, et al.
Publicado: (2024)

The Long-Only Minimum Variance Portfolio in a One-Factor Market: Theory and Asymptotics
por: Kercheval, Alec, et al.
Publicado: (2026)

Convergence of Neural Network Policies for Risk--Reward Optimization
por: Chen, Chang, et al.
Publicado: (2026)

CHAP: A Hybrid GPU-CPU Heuristic for MIP
por: Tjusila, Gennesaret Kharistio, et al.
Publicado: (2026)

A solution procedure for minimizing total completion time in a parallel-batching environment
por: Alfieri, Arianna, et al.
Publicado: (2020)

Two-stage heuristic algorithm for a new variant of the multi-compartment vehicle routing problem with stochastic demands
por: Gonçalves-Dosantos, Juan Carlos, et al.
Publicado: (2024)

The Geometry of Linear Program Compression: An Exact Characterization and Learning Algorithm
por: Ye, Yuhan, et al.
Publicado: (2026)

Damage Location in Mechanical Structures by Multi-Objective Pattern Search
por: Günther, Christian, et al.
Publicado: (2024)